The Journal of Portfolio Management

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Editors’ Introduction to the Special Issue on Novel Risks and Sources of Volatility: Identification and Measurement Challenges for Portfolio Management
Frank J. Fabozzi and Ahmet K. Karagozoglu

The Journal of Portfolio Management Novel Risks 2021, 47 (9) 1-4; DOI: https://doi.org/10.3905/jpm.2021.1.289
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Top-Down Portfolio Implications of Climate Change
Yesim Tokat-Acikel, Marco Aiolfi, Lorne Johnson, John Hall and Jessica (Yiwen) Jin

The Journal of Portfolio Management Novel Risks 2021, 47 (9) 69-91; DOI: https://doi.org/10.3905/jpm.2021.1.279
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Geopolitical Risk in Investment Research: Allies, Adversaries, and Algorithms
Joseph Simonian

The Journal of Portfolio Management Novel Risks 2021, 47 (9) 92-109; DOI: https://doi.org/10.3905/jpm.2021.1.284
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Socially Responsible Investing Strategies under Pressure: Evidence from the COVID-19 Crisis
Gunther Capelle-Blancard, Adrien Desroziers and Olivier David Zerbib

The Journal of Portfolio Management Novel Risks 2021, 47 (9) 178-197; DOI: https://doi.org/10.3905/jpm.2021.1.288
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The Market Measure of Carbon Risk and its Impact on the Minimum Variance Portfolio
Théo Roncalli, Théo Le Guenedal, Frédéric Lepetit, Thierry Roncalli and Takaya Sekine

The Journal of Portfolio Management Novel Risks 2021, 47 (9) 54-68; DOI: https://doi.org/10.3905/jpm.2021.1.285
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Foundations of Climate Investing: How Equity Markets Have Priced Climate-Transition Risks
Guido Giese, Zoltán Nagy and Bruno Rauis

The Journal of Portfolio Management Novel Risks 2021, 47 (9) 35-53; DOI: https://doi.org/10.3905/jpm.2021.1.283
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Measuring and Managing ESG Risks in Sovereign Bond Portfolios and Implications for Sovereign Debt Investing
Lionel Martellini and Lou-Salomé Vallée

The Journal of Portfolio Management Novel Risks 2021, 47 (9) 198-223; DOI: https://doi.org/10.3905/jpm.2021.1.290
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Investment Management Post Pandemic, Post Global Warming, Post Resource Depletion
Frank J. Fabozzi, Sergio Focardi and Zenu Sharma

The Journal of Portfolio Management Novel Risks 2021, 47 (9) 141-158; DOI: https://doi.org/10.3905/jpm.2021.1.280
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Firm-Level Cybersecurity Risk and Idiosyncratic Volatility
Nazli Sila Alan, Ahmet K. Karagozoglu and Tianpeng Zhou

The Journal of Portfolio Management Novel Risks 2021, 47 (9) 110-140; DOI: https://doi.org/10.3905/jpm.2021.1.286
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Novel Risks: A Research and Policy Overview
Ahmet K. Karagozoglu

The Journal of Portfolio Management Novel Risks 2021, 47 (9) 11-34; DOI: https://doi.org/10.3905/jpm.2021.1.287

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